Historical Options Data

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OptionMetrics

OptionMetrics is the financial industry’s premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main source of options pricing, implied volatility calculations, volatility surfaces, and analytics. We enable traders to construct, test, and execute options/derivatives investment strategies and accurately monitor their risk exposure, so that they can make more informed and, ultimately, more profitable investment decisions.

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Data Analysis Products

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Since its launch in 2002, the IvyDB US database has been the industry standard for historical option prices and implied volatility data. Used by over 300 institutions, IvyDB contains accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

Following the success of its US counterpart, IvyDB Europe was launched in 2008. It has since become the industry standard for historical option prices, and implied volatility data in the European markets. Used by over 300 institutions, IvyDB contains accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

Since its launch in 2010, IvyDB Asia has brought much-needed transparency of option prices and implied volatility data in the Asian markets. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

IvyDB Canada was launched in 2011, following the successes of its regional counterparts, IvyDB US, Europe, and Asia. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

Following the success of its regional counterparts (IvyDB US, Europe, Asia, and Canada), IvyDB Global Indices was launched in 2011. Used by over 300 institutions, OptionMetrics’ IvyDB products contain accurate end-of-day prices for options along with their correctly calculated implied volatilities and greeks. With IvyDB Global Indices, you will be able to evaluate risk models, test trading strategies, and perform sophisticated research on all aspects of the options markets.

OptiGraph is a flexible and fast charting tool for graphing realized and implied volatility data on all US optionable securities, including indices. Users can quickly view volatility patterns going as far back as 1996 and compare vols across securities.

With OptiGraph you can also calculate correlations between volatilities, analyze which vols are cheap or rich across underlying securities or different maturities, view skew patterns, trading volume, and more.

Currently, OptiGraph is used by professional options traders at major investment banks, prop trading shops, and hedge funds. Traditional money managers also use OptiGraph to quickly assess implied volatility levels for the stocks and indices they trade.

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Daily Historical Option Price and Volatility Data

When making decisions in the Options Market, having high-quality data matters. At OptionMetrics, our dedicated team of professionals is committed to bringing you historical stock option volatility data you can count on. Our historical volatility calculations and daily option pricing data includes depth so you get the details which can make a difference to your decisions. Our data is complete and high-quality, giving you the tools you need for success.

At OptionMetrics, we understand that you don’t just need implied volatility data for options. You need dependability. The market moves fast, which is why our support team and exceptional customer service are always there to address all questions.

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Implied Volatility Data for Options

OptionMetrics offers daily historical option price and volatility data with depth. We provide analytics such as volatility surfaces and greeks in addition to prices so you have what you need for predictive analysis, backtesting, equity research, portfolio analysis, research, index creation and more. Start getting the real data you need. Take a look at our data products or fill out a qualification form.